-99.5%
AMC vs MTCH
-73.0%
-26.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.3% |
| 7D | -0.8% | -1.8% | +1.0% | +0.3% |
| 30D | -1.2% | +10.4% | -11.6% | -7.4% |
| 3M | +42.2% | +21.0% | +21.2% | +25.1% |
| 6M | +118.8% | +36.6% | +82.2% | +80.2% |
| YTD | +64.1% | +29.7% | +34.4% | +38.2% |
| 1Y | -9.5% | +8.6% | -18.1% | -15.4% |
| 3Y | -64.3% | -2.7% | -61.6% | -66.4% |
| 5Y | -99.5% | -72.9% | -26.5% | -98.8% |
| All | -99.5% | -73.0% | -26.5% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling